CHTR 425 01 FEB 31 Market Value
| U12501BH1 | 87.98 0.18 0.21% |
| Symbol | U12501BH1 |
Please note, there is a significant difference between U12501BH1's value and its price as these two are different measures arrived at by different means. Investors typically determine if U12501BH1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, U12501BH1's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
U12501BH1 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to U12501BH1's bond what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of U12501BH1.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in U12501BH1 on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding CHTR 425 01 FEB 31 or generate 0.0% return on investment in U12501BH1 over 720 days. U12501BH1 is related to or competes with Nike, Microbot Medical, United Parks, Academy Sports, Mativ Holdings, JD Sports, and Sonos. More
U12501BH1 Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure U12501BH1's bond current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess CHTR 425 01 FEB 31 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.39 | |||
| Information Ratio | 0.0137 | |||
| Maximum Drawdown | 11.6 | |||
| Value At Risk | (4.22) | |||
| Potential Upside | 3.74 |
U12501BH1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for U12501BH1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as U12501BH1's standard deviation. In reality, there are many statistical measures that can use U12501BH1 historical prices to predict the future U12501BH1's volatility.| Risk Adjusted Performance | 0.0633 | |||
| Jensen Alpha | 0.1876 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0124 | |||
| Treynor Ratio | (0.49) |
CHTR 425 01 Backtested Returns
At this point, U12501BH1 is very steady. CHTR 425 01 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0979, which indicates the bond had a 0.0979% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for CHTR 425 01 FEB 31, which you can use to evaluate the volatility of the bond. Please validate U12501BH1's Downside Deviation of 2.39, market risk adjusted performance of (0.48), and Risk Adjusted Performance of 0.0633 to confirm if the risk estimate we provide is consistent with the expected return of 0.0787%. The entity has a beta of -0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning U12501BH1 are expected to decrease at a much lower rate. During the bear market, U12501BH1 is likely to outperform the market.
Auto-correlation | 0.37 |
Below average predictability
CHTR 425 01 FEB 31 has below average predictability. Overlapping area represents the amount of predictability between U12501BH1 time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CHTR 425 01 price movement. The serial correlation of 0.37 indicates that just about 37.0% of current U12501BH1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 5.68 |
CHTR 425 01 lagged returns against current returns
Autocorrelation, which is U12501BH1 bond's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting U12501BH1's bond expected returns. We can calculate the autocorrelation of U12501BH1 returns to help us make a trade decision. For example, suppose you find that U12501BH1 has exhibited high autocorrelation historically, and you observe that the bond is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
U12501BH1 regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If U12501BH1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if U12501BH1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in U12501BH1 bond over time.
Current vs Lagged Prices |
| Timeline |
U12501BH1 Lagged Returns
When evaluating U12501BH1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of U12501BH1 bond have on its future price. U12501BH1 autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, U12501BH1 autocorrelation shows the relationship between U12501BH1 bond current value and its past values and can show if there is a momentum factor associated with investing in CHTR 425 01 FEB 31.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in U12501BH1 Bond
U12501BH1 financial ratios help investors to determine whether U12501BH1 Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in U12501BH1 with respect to the benefits of owning U12501BH1 security.